November Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 11/1/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		16,598	5.0	5,306	1.6	333,061
	NON U.S.		32,422	9.7	17,902	5.4
		17	49,020	14.7	23,208	7.0
CBT WHEAT-HRW	U.S.		6,153	3.8	1,290	0.8	160,095
	NON U.S.		13,537	8.5	3,024	1.9
		11	19,690	12.3	4,314	2.7
CBT CORN	U.S.		69,879	4.7	756	0.1	1,472,517
	NON U.S.		71,141	4.8	6,487	0.4
		15	141,020	9.6	7,243	0.5
CBT SOYBEANS	U.S.		18,430	3.2	8,384	1.4	584,073
	NON U.S.		32,717	5.6	10,551	1.8
		13	51,147	8.8	18,935	3.2
IFED CALIF CARBON 22	NON U.S.		876	0.7	36,145	30.6	118,190
		6	876	0.7	36,145	30.6
IFED CALIF CARBON 23	NON U.S.		3,528	3.7	33,753	35.6	94,928
		5	3,528	3.7	33,753	35.6
CBT SOYBEAN OIL	U.S.		16,407	3.8	3,307	0.8	430,748
	NON U.S.		25,364	5.9	3,688	0.9
		10	41,771	9.7	6,995	1.6
CBT UST BOND	U.S.	4	1,397	0.1	15,645	1.3	1,193,687
	NON U.S.	10	3,483	0.3	20,183	1.7
		14	4,880	0.4	35,828	3.0
CBT ULTRA UST BOND	U.S.		5,078	0.3	120	0.0	1,450,942
	NON U.S.		2,293	0.2	18,179	1.3
		7	7,371	0.5	18,299	1.3
NYME NY HARBOR ULSD	U.S.		14,555	5.4	1,756	0.7	268,025
	NON U.S.		12,622	4.7	446	0.2
		10	27,177	10.1	2,202	0.8
IFED NAT GAS ICE LD1	U.S.	5	11,619	0.2	1,947,027	33.3	5,839,021
	NON U.S.	8	90,736	1.6	884,252	15.1
		13	102,355	1.8	2,831,279	48.5
IFED NAT GAS ICE PEN	U.S.		65,701	15.8	61,512	14.8	415,231
	NON U.S.		38,350	9.2	14,263	3.4
		9	104,051	25.1	75,775	18.2
IFED NWP ROCKIES FIN BASIS	U.S.	4	12,033	3.8	65,519	20.8	314,589
	NON U.S.	4	19,031	6.0	4,210	1.3
		8	31,064	9.9	69,729	22.2
IFED AECO FIN BASIS	U.S.		151	0.0	14,965	1.8	850,740
	NON U.S.		30,186	3.5	460,055	54.1
		7	30,337	3.6	475,020	55.8
IFED CHICAGO FIN BASIS	U.S.		23,168	6.7	1,946	0.6	347,295
	NON U.S.		8,695	2.5	9,028	2.6
		6	31,863	9.2	10,974	3.2
IFED HSC FIN BASIS	U.S.	4	39,959	6.8	30,919	5.3	587,983
	NON U.S.	4	4,724	0.8	23,639	4.0
		8	44,683	7.6	54,558	9.3
IFED WAHA FIN BASIS	U.S.	4	6,327	1.1	132,833	23.9	556,469
	NON U.S.	4	4,958	0.9	23,697	4.3
		8	11,285	2.0	156,530	28.1
IFED CIG ROCKIES BASIS	U.S.	4	2,012	0.6	185,036	52.1	354,960
	NON U.S.	4	0	0.0	50,037	14.1
		8	2,012	0.6	235,073	66.2
IFED TCO Basis	U.S.		0	0.0	77,497	36.4	213,078
	NON U.S.		62	0.0	22,279	10.5
		6	62	0.0	99,776	46.8
IFED CG Mainline Basis	U.S.		174	0.1	66,416	22.5	294,712
	NON U.S.		0	0.0	38,312	13.0
		5	174	0.1	104,728	35.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,643	0.9	259,796	33.7	769,900
	NON U.S.	5	28,699	3.7	129,545	16.8
		9	35,342	4.6	389,341	50.6
IFED EP SAN JUAN BASIS	U.S.		1,436	0.6	39,531	15.4	256,373
	NON U.S.		214	0.1	44,540	17.4
		7	1,650	0.6	84,071	32.8
IFED HENRY HUB INDEX	U.S.		3,167	1.4	30,606	13.8	221,474
	NON U.S.		1,894	0.9	2,444	1.1
		5	5,061	2.3	33,050	14.9
IFED MICHCON BASIS	U.S.		604	0.2	43,270	16.4	263,721
	NON U.S.		3,697	1.4	7,379	2.8
		6	4,301	1.6	50,649	19.2
IFED NGPL TXOK BASIS	U.S.		7,670	2.5	28,010	9.1	307,269
	NON U.S.		0	0.0	4,029	1.3
		6	7,670	2.5	32,039	10.4
IFED NWP SUMAS BASIS	U.S.		2,705	3.7	0	0.0	73,557
	NON U.S.		17,913	24.4	2,013	2.7
		6	20,618	28.0	2,013	2.7
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	14,336	30.9	46,320
	NON U.S.		1,029	2.2	8,107	17.5
		5	1,029	2.2	22,443	48.5
IFED TETCO M3 BASIS	U.S.		2,538	1.3	11,203	5.6	199,812
	NON U.S.		74	0.0	18,236	9.1
		5	2,612	1.3	29,439	14.7
NYME NAT GAS NYME	U.S.	4	48,916	5.0	24,567	2.5	986,116
	NON U.S.	12	55,238	5.6	20,046	2.0
		16	104,154	10.6	44,613	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,373	0.7	76,562	21.0	364,705
	NON U.S.	6	2,959	0.8	55,430	15.2
		10	5,332	1.5	131,992	36.2
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	72,798	36.5	12,362	6.2	199,692
	NON U.S.	6	40,560	20.3	9,933	5.0
		10	113,358	56.8	22,295	11.2
CBT SOYBEAN MEAL	U.S.		11,410	2.9	44	0.0	391,398
	NON U.S.		26,807	6.8	2,992	0.8
		12	38,217	9.8	3,036	0.8
ICUS COTTON NO. 2	U.S.		6,658	2.6	4,373	1.7	255,458
	NON U.S.		19,219	7.5	20,785	8.1
		16	25,877	10.1	25,158	9.8
NYME HENRY HUB	U.S.	4	13,465	3.0	136,384	30.5	447,654
	NON U.S.	6	25,706	5.7	94,056	21.0
		10	39,171	8.8	230,440	51.5
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	33,656	18.3	7,905	4.3	183,485
	NON U.S.	7	55,249	30.1	13,188	7.2
		11	88,905	48.5	21,093	11.5
ICUS FRZN CONCENTRATED ORANGE JUICE	U.S.		296	2.6	0	0.0	11,250
	NON U.S.		997	8.9	153	1.4
		5	1,293	11.5	153	1.4
CBT UST 2Y NOTE	U.S.	6	7,421	0.3	16,392	0.7	2,234,148
	NON U.S.	29	28,062	1.3	63,835	2.9
		35	35,483	1.6	80,227	3.6
CBT UST 10Y NOTE	U.S.	5	21,873	0.6	11,108	0.3	3,952,205
	NON U.S.	28	27,782	0.7	68,497	1.7
		33	49,655	1.3	79,605	2.0
CBT ULTRA UST 10Y	U.S.		3,011	0.2	1,913	0.1	1,392,475
	NON U.S.		3,382	0.2	8,711	0.6
		5	6,393	0.5	10,624	0.8
CBT UST 5Y NOTE	U.S.	5	20,353	0.5	16,602	0.4	4,140,760
	NON U.S.	23	29,171	0.7	107,594	2.6
		28	49,524	1.2	124,196	3.0
CBT FED FUNDS	U.S.	5	189,890	13.9	107,662	7.9	1,364,703
	NON U.S.	30	120,024	8.8	118,791	8.7
		35	309,914	22.7	226,453	16.6
CME LEAN HOGS	U.S.		7,179	3.6	0	0.0	196,798
	NON U.S.		12,494	6.3	714	0.4
		9	19,673	10.0	714	0.4
CME LIVE CATTLE	U.S.		8,456	2.9	91	0.0	293,363
	NON U.S.		15,689	5.3	2,841	1.0
		8	24,145	8.2	2,932	1.0
CME FEEDER CATTLE	U.S.		750	1.6	1	0.0	46,551
	NON U.S.		2,947	6.3	1,750	3.8
		7	3,697	7.9	1,751	3.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		134	0.5	2,010	7.0	28,679
	NON U.S.		66	0.2	1,249	4.4
		7	200	0.7	3,259	11.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,421	11.6	46,699
	NON U.S.		0	0.0	1,419	3.0
		7	0	0.0	6,840	14.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,273	1.5	3,613	4.4	82,784
	NON U.S.		5,048	6.1	569	0.7
		7	6,321	7.6	4,182	5.1
NYME PROPANE NON-LDH MT BEL	U.S.		300	1.0	2,671	9.0	29,825
	NON U.S.		54	0.2	2,577	8.6
		5	354	1.2	5,248	17.6
NYME PROPANE	U.S.		2,661	1.9	4,081	3.0	137,669
	NON U.S.		1,345	1.0	4,869	3.5
		9	4,006	2.9	8,950	6.5
NYME MT BELVIEU ETHANE OPIS	U.S.	4	25	0.1	3,440	9.1	37,944
	NON U.S.	5	0	0.0	4,177	11.0
		9	25	0.1	7,617	20.1
NYME MT BELV NORM BUTANE OPIS	U.S.		118	0.2	3,362	6.2	53,813
	NON U.S.		1,159	2.2	853	1.6
		8	1,277	2.4	4,215	7.8
NYME MT BELV NAT GASOLINE OPIS	U.S.		48	0.1	2,865	8.4	34,156
	NON U.S.		2,414	7.1	1,465	4.3
		7	2,462	7.2	4,330	12.7
NYME CONWAY PROPANE (OPIS)	U.S.		650	2.4	0	0.0	26,642
	NON U.S.		92	0.3	1,945	7.3
		6	742	2.8	1,945	7.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,142	1.5	25,611	6.2	413,554
	NON U.S.		4,636	1.1	3,425	0.8
		6	10,778	2.6	29,036	7.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,244	4.9	3,855	15.2	25,305
		6	1,244	4.9	3,855	15.2
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		225	2.2	1,867	18.5	10,118
		5	225	2.2	1,867	18.5
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	36,814	46.0	80,023
	NON U.S.		0	0.0	5,235	6.5
		5	0	0.0	42,049	52.5
NYME WTI-PHYSICAL	U.S.	4	23,151	1.6	193,803	13.3	1,459,052
	NON U.S.	14	43,241	3.0	105,029	7.2
		18	66,392	4.6	298,832	20.5
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,888	2.7	31,845	21.9	145,267
	NON U.S.	5	3,536	2.4	15,856	10.9
		9	7,424	5.1	47,701	32.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		246	0.2	25,956	17.6	147,422
	NON U.S.		0	0.0	5,606	3.8
		6	246	0.2	31,562	21.4
ICUS COCOA	U.S.		3,612	1.1	10,339	3.3	315,275
	NON U.S.		7,601	2.4	7,320	2.3
		9	11,213	3.6	17,659	5.6
NYME PALLADIUM	U.S.	4	756	9.0	270	3.2	8,372
	NON U.S.	9	538	6.4	573	6.8
		13	1,294	15.5	843	10.1
NYME PLATINUM	U.S.	4	561	1.0	16,042	28.4	56,534
	NON U.S.	17	3,052	5.4	6,043	10.7
		21	3,613	6.4	22,085	39.1
ICUS SUGAR NO. 11	U.S.		20,852	2.8	13,094	1.8	737,846
	NON U.S.		36,829	5.0	43,627	5.9
		13	57,681	7.8	56,721	7.7
ICUS COFFEE C	U.S.		4,918	2.3	1,358	0.6	217,400
	NON U.S.		10,979	5.1	19,404	8.9
		20	15,897	7.3	20,762	9.6
CMX SILVER	U.S.	5	4,298	3.1	25,928	18.7	138,875
	NON U.S.	16	8,238	5.9	22,096	15.9
		21	12,536	9.0	48,024	34.6
CMX COPPER- #1	U.S.		10,924	6.1	1,299	0.7	179,801
	NON U.S.		17,452	9.7	9,322	5.2
		13	28,376	15.8	10,621	5.9
CMX GOLD	U.S.	5	13,119	2.8	51,219	11.0	467,276
	NON U.S.	24	42,998	9.2	69,624	14.9
		29	56,117	12.0	120,843	25.9
CME CANADIAN DOLLAR	U.S.		0	0.0	6,655	4.5	147,170
	NON U.S.		675	0.5	5,611	3.8
		7	675	0.5	12,266	8.3
CME MEXICAN PESO	NON U.S.		719	0.3	109,243	38.6	282,864
		7	719	0.3	109,243	38.6
CME BRITISH POUND	U.S.		51,976	21.3	2,401	1.0	243,549
	NON U.S.		18,748	7.7	4,737	1.9
		8	70,724	29.0	7,138	2.9
CME JAPANESE YEN	U.S.		53,125	20.5	0	0.0	258,906
	NON U.S.		2,011	0.8	3,236	1.2
		5	55,136	21.3	3,236	1.2
CME EURO FX	U.S.		0	0.0	113,644	16.9	671,729
	NON U.S.		10,277	1.5	33,388	5.0
		15	10,277	1.5	147,032	21.9
CME BRAZILIAN REAL	NON U.S.		1,001	1.7	5,543	9.5	58,289
		6	1,001	1.7	5,543	9.5
NYME GASOLINE RBOB	U.S.		10,447	4.5	742	0.3	234,108
	NON U.S.		11,922	5.1	4,699	2.0
		13	22,369	9.6	5,441	2.3
E VIX FUTURES	U.S.		101	0.0	2,015	0.6	326,527
	NON U.S.		21,131	6.5	5,678	1.7
		8	21,232	6.5	7,693	2.4
CBT DJIA x $5	U.S.		2,804	3.7	1,264	1.7	75,815
	NON U.S.		6,612	8.7	2,879	3.8
		9	9,416	12.4	4,143	5.5
CME EURODOLLARS-3M	U.S.	4	1,001,538	12.6	741,575	9.4	7,921,865
	NON U.S.	22	509,334	6.4	550,129	6.9
		26	1,510,872	19.1	1,291,704	16.3
CME SOFR-3M	U.S.	16	1,674,949	22.6	396,261	5.4	7,403,932
	NON U.S.	69	1,046,013	14.1	687,352	9.3
		85	2,720,962	36.8	1,083,613	14.6
CME SOFR-1M	U.S.	9	68,388	12.4	65,462	11.8	553,111
	NON U.S.	30	53,043	9.6	60,967	11.0
		39	121,431	22.0	126,429	22.9
CME E-MINI S&P 500	U.S.	6	51,122	2.2	73,650	3.2	2,336,711
	NON U.S.	26	120,600	5.2	66,214	2.8
		32	171,722	7.3	139,864	6.0
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	22,060	38.2	57,797
	NON U.S.		3,698	6.4	9,101	15.7
		7	3,698	6.4	31,161	53.9
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		31,027	11.2	10,294	3.7	275,962
	NON U.S.		42,283	15.3	50,728	18.4
		7	73,310	26.6	61,022	22.1
CMX ALUMINUM MWP	U.S.		7,275	23.1	0	0.0	31,470
	NON U.S.		3,487	11.1	0	0.0
		5	10,762	34.2	0	0.0
CME NASDAQ MINI	U.S.	5	16,578	5.9	2,906	1.0	282,466
	NON U.S.	11	31,674	11.2	3,294	1.2
		16	48,252	17.1	6,200	2.2
CME AUSTRALIAN DOLLAR	U.S.		2,775	1.7	1,960	1.2	165,411
	NON U.S.		18,599	11.2	0	0.0
		5	21,374	12.9	1,960	1.2
CME RUSSELL E-MINI	U.S.	6	22,895	4.6	7,249	1.5	499,310
	NON U.S.	13	37,738	7.6	16,939	3.4
		19	60,633	12.1	24,188	4.8
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	208	0.4	50,530
	NON U.S.		1,903	3.8	0	0.0
		6	1,903	3.8	208	0.4
ICUS MSCI EAFE	U.S.	4	1,970	0.5	8,710	2.3	378,914
	NON U.S.	7	1,858	0.5	37,821	10.0
		11	3,828	1.0	46,531	12.3
ICUS MSCI EM INDEX	U.S.	4	3,270	0.3	13,159	1.2	1,133,700
	NON U.S.	13	19,108	1.7	51,875	4.6
		17	22,378	2.0	65,034	5.7
CME E-MINI S&P 400 STOCK INDEX	U.S.		346	0.7	0	0.0	47,075
	NON U.S.		2,231	4.7	482	1.0
		5	2,577	5.5	482	1.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	319	0.1	42,201	15.6	270,063
	NON U.S.	10	10,535	3.9	38,045	14.1
		15	10,854	4.0	80,246	29.7
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		350	2.8	1,256	10.1	12,378
	NON U.S.		1,794	14.5	4,221	34.1
		6	2,144	17.3	5,477	44.2